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Mahlstedt, Mirco
18  results:
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1

Improved error bound for multivariate Chebyshev polynomial ..:

Glau, Kathrin ; Mahlstedt, Mirco
International Journal of Computer Mathematics.  96 (2019)  11 - p. 2302-2314 , 2019
Link: https://doi.org/10.1080/..
 
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2

A New Approach for American Option Pricing: The Dynamic Che..:

Glau, Kathrin ; Mahlstedt, Mirco ; Pötz, Christian
SIAM Journal on Scientific Computing.  41 (2019)  1 - p. B153-B180 , 2019
Link: https://doi.org/10.1137/..
 
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3

Chebyshev interpolation for parametric option pricing:

Gaß, Maximilian ; Glau, Kathrin ; Mahlstedt, Mirco.
Finance and Stochastics.  22 (2018)  3 - p. 701-731 , 2018
Link: https://doi.org/10.1007/..
 
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4

Complexity reduction for option pricing 

parametric problems and methodological risk 
Mahlstedt, Mirco , [2017?]
Link: http://nbn-resolving.de/..
 
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5

Inflation Protected Investment Strategies:

Mahlstedt, Mirco ; Zagst, Rudi
Risks.  4 (2016)  2 - p. 9 , 2016
Link: https://doi.org/10.3390/..
 
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6

A New Approach for American Option Pricing: The Dynamic Che..:

Glau, Kathrin ; Mahlstedt, Mirco ; Pötz, Christian
https://mediatum.ub.tum.de/1540869.  , 2019
Link: https://mediatum.ub.tum...
 
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7

A new approach for American option pricing: The Dynamic Che..:

Glau, Kathrin ; Mahlstedt, Mirco ; Pötz, Christian
http://arxiv.org/abs/1806.05579.  , 2018
Link: http://arxiv.org/abs/180..
 
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8

Chebyshev interpolation for parametric option pricing:

Gaß, Maximilian ; Glau, Kathrin ; Mahlstedt, Mirco.
https://mediatum.ub.tum.de/1531175.  , 2018
Link: https://mediatum.ub.tum...
 
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9

Complexity Reduction for Option Pricing ; Komplexitätsreduz..:

Mahlstedt, Mirco
https://mediatum.ub.tum.de/1357398.  , 2017
Link: https://mediatum.ub.tum...
 
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10

Inflation protected investment strategies:

Mahlstedt, Mirco ; Zagst, Rudi
gbv-ppn:856321737.  , 2016
Link: http://hdl.handle.net/10..
 
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11

Improved error bound for multivariate Chebyshev polynomial ..:

Glau, Kathrin ; Mahlstedt, Mirco
http://arxiv.org/abs/1611.08706.  , 2016
Link: http://arxiv.org/abs/161..
 
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12

Model reduction for calibration of American options:

Burkovska, Olena ; Glau, Kathrin ; Mahlstedt, Mirco.
http://arxiv.org/abs/1611.06452.  , 2016
Link: http://arxiv.org/abs/161..
 
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13

Calibration to American Options: Numerical Investigation of..:

Burkovska, Olena ; Gaß, Maximilian ; Glau, Kathrin...
http://arxiv.org/abs/1611.06181.  , 2016
Link: http://arxiv.org/abs/161..
 
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14

Chebyshev Interpolation for Parametric Option Pricing:

Gaß, Maximilian ; Glau, Kathrin ; Mahlstedt, Mirco.
http://arxiv.org/abs/1505.04648.  , 2015
Link: http://arxiv.org/abs/150..
 
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15

Inflation Protected Investment Strategies:

Mirco Mahlstedt ; Rudi Zagst
https://dx.doi.org/10.3390/risks4020009.  , 2016
Link: https://doi.org/10.3390/..
 
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